2.46Open1.95Pre Close58 Volume133 Open Interest51.00Strike Price11.76KTurnover41.68%IV0.08%PremiumAug 2, 2024Expiry Date1.95Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8329Delta0.1319Gamma23.36Leverage Ratio-0.0682Theta-0.0031Rho-19.45Eff Leverage0.0116Vega